-35.2%
MOD vs RY
+40.6%
-75.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +7.3% |
| 7D | -25.5% | -0.9% | -24.7% | -25.6% |
| 30D | -49.0% | +5.9% | -54.9% | -54.1% |
| 3M | -49.8% | -4.3% | -45.5% | -46.6% |
| 6M | -64.8% | +12.1% | -76.9% | -72.4% |
| YTD | -27.6% | +20.3% | -47.9% | -51.5% |
| 1Y | -35.2% | +41.0% | -76.2% | -65.6% |
| All | -35.2% | +40.6% | -75.8% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling